Estimativa de preço das opções caso o mercado atinja a Call Wall hoje (mantendo IV constante).
| Strike | Call (Agora) | Call (Simul) | Var% Call | Put (Agora) | Put (Simul) | Var% Put |
|---|---|---|---|---|---|---|
| 5350.00 | 63.90 | 113.81 | 78.1% | 17.91 | 5.33 | -70.3% |
| 5387.50 | 40.94 | 82.66 | 101.9% | 32.39 | 11.62 | -64.1% |
| 5450.00 | 15.90 | 41.41 | 160.4% | 69.76 | 32.77 | -53.0% |
Visualização focada em Delta Agregado, Gamma Flip e Walls.
Copie o código abaixo e cole no Editor de Estratégias do ProfitChart.
// NTSL Indicator - Edi OpenInterest Levels
// Gerado Automaticamente
const
clCallWall = clBlue;
clPutWall = clRed;
clGammaFlip = clFuchsia;
clDeltaFlip = clYellow;
clRangeHigh = clLime;
clRangeLow = clRed;
clMaxPain = clPurple;
clExpMove = clWhite;
clEdiWall = clSilver;
clEffectiveWall = clAqua;
clFib = clYellow;
TamanhoFonte = 8;
input
ExibirWalls(true);
ExibirFlips(true);
ExibirRange(true);
ExibirMaxPain(true);
ExibirExpMoves(true);
ExibirEdiWall(true);
ExibirEffectiveWalls(true);
MostrarPLUS(true);
MostrarPLUS2(true);
ExibirMelhoresPontos(false);
ModeloFlip(7);
spot(0);
// 1 = Classic (5390.68)
// 2 = Spline (5388.46)
// 3 = HVL (5387.42)
// 4 = HVL Log (5386.40)
// 5 = Sigma Kernel (5384.06)
// 6 = PVOP (5390.68)
// 7 = HVL Gaussian (5388.03)
var
GammaVal: Float;
begin
// Inicializa GammaVal com o primeiro disponivel por seguranca
GammaVal := 5390.68;
if (ModeloFlip = 1) then GammaVal := 5390.68;
if (ModeloFlip = 2) then GammaVal := 5388.46;
if (ModeloFlip = 3) then GammaVal := 5387.42;
if (ModeloFlip = 4) then GammaVal := 5386.40;
if (ModeloFlip = 5) then GammaVal := 5384.06;
if (ModeloFlip = 6) then GammaVal := 5390.68;
if (ModeloFlip = 7) then GammaVal := 5388.03;
// --- Linhas Principais (Com Intercalação de Texto) ---
if (ExibirWalls) then
HorizontalLineCustom(5350.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirEffectiveWalls) then
HorizontalLineCustom(5350.00, clEffectiveWall, 2, psDashDot, "Edi Effective Put", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirRange) then
HorizontalLineCustom(5355.12, clRangeLow, 1, psDot, "Edi_Range", TamanhoFonte, tpBottomRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5355.12, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5375.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5400.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirMaxPain) then
HorizontalLineCustom(5400.00, clMaxPain, 2, psSolid, "Edi_MaxPain", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (ExibirRange) then
HorizontalLineCustom(5419.88, clRangeHigh, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5419.88, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5425.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5450.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirEffectiveWalls) then
HorizontalLineCustom(5450.00, clEffectiveWall, 2, psDashDot, "Edi Effective Call", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5550.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5650.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5750.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
// Flips (Dinâmicos)
if (ExibirFlips) then begin
if (GammaVal > 0) then
HorizontalLineCustom(GammaVal, clGammaFlip, 2, psDash, "Edi_GammaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (5350.74 > 0) then
HorizontalLineCustom(5350.74, clDeltaFlip, 2, psDash, "Edi_DeltaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
end;
// Edi_Wall (Midpoints) - Grid Completo
if (ExibirEdiWall) then begin
HorizontalLineCustom(5362.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5387.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5412.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5437.50, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5500.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5600.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5700.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS) then begin
HorizontalLineCustom(5359.55, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5365.45, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5384.55, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5390.45, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5409.55, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5415.45, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5434.55, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5440.45, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5488.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5511.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5588.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5611.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5688.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5711.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS2) then begin
HorizontalLineCustom(5355.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5369.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5380.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5394.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5405.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5419.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5430.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5444.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5473.60, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5526.40, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5573.60, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5626.40, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5673.60, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5726.40, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (ExibirMelhoresPontos and LastBarOnChart) then
begin
HorizontalLineCustom(5395.58, clRed, 1, psDash, "Edi_Wall_Venda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.1);
HorizontalLineCustom(5379.42, clLime, 1, psDash, "Edi_Wall_Compra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.1);
HorizontalLineCustom(5403.66, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.3);
HorizontalLineCustom(5371.34, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.3);
HorizontalLineCustom(5418.67, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.5);
HorizontalLineCustom(5356.33, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.5);
HorizontalLineCustom(5426.75, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.7);
HorizontalLineCustom(5348.25, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.7);
end;
end;